#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Times;
using Cephei.QL;
namespace Cephei.QL.Termstructures.Volatility.Capfloor
{
    /// <summary> 
	/// ! Constant caplet volatility, no time-strike dependence
	/// </summary>
    [Guid ("5ABD1FCF-0F80-47d6-87F2-C89ECD88BC9F"),ComVisible(true)]
	public interface IConstantCapFloorTermVolatility : Cephei.QL.Termstructures.Volatility.Capfloor.ICapFloorTermVolatilityStructure
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 DateTime MaxDate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double MaxStrike {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double MinStrike {get;}
    }   

    /// <summary> 
	/// ! Constant caplet volatility, no time-strike dependence Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IConstantCapFloorTermVolatility_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// fixed reference date, fixed market data
		/// </summary>
	    IConstantCapFloorTermVolatility Create (DateTime referenceDate, Cephei.QL.Times.ICalendar cal, QL.Times.BusinessDayConventionEnum bdc, Double volatility, Cephei.QL.Times.IDayCounter dc);
        /// <summary> 
		/// floating reference date, fixed market data
		/// </summary>
	    IConstantCapFloorTermVolatility Create (UInt32 settlementDays, Cephei.QL.Times.ICalendar cal, QL.Times.BusinessDayConventionEnum bdc, Double volatility, Cephei.QL.Times.IDayCounter dc);
        /// <summary> 
		/// fixed reference date, floating market data
		/// </summary>
	    IConstantCapFloorTermVolatility Create (DateTime referenceDate, Cephei.QL.Times.ICalendar cal, QL.Times.BusinessDayConventionEnum bdc, Cephei.QL.IQuote volatility, Cephei.QL.Times.IDayCounter dc);
        /// <summary> 
		/// floating reference date, floating market data
		/// </summary>
	    IConstantCapFloorTermVolatility Create (UInt32 settlementDays, Cephei.QL.Times.ICalendar cal, QL.Times.BusinessDayConventionEnum bdc, Cephei.QL.IQuote volatility, Cephei.QL.Times.IDayCounter dc);
    }
}

